CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 16-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2023 |
16-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6682 |
0.6641 |
-0.0042 |
-0.6% |
0.6741 |
| High |
0.6699 |
0.6685 |
-0.0014 |
-0.2% |
0.6741 |
| Low |
0.6638 |
0.6634 |
-0.0004 |
-0.1% |
0.6633 |
| Close |
0.6640 |
0.6671 |
0.0031 |
0.5% |
0.6634 |
| Range |
0.0061 |
0.0051 |
-0.0010 |
-16.4% |
0.0108 |
| ATR |
0.0044 |
0.0045 |
0.0000 |
1.1% |
0.0000 |
| Volume |
227,734 |
187,674 |
-40,060 |
-17.6% |
656,242 |
|
| Daily Pivots for day following 16-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6816 |
0.6794 |
0.6699 |
|
| R3 |
0.6765 |
0.6743 |
0.6685 |
|
| R2 |
0.6714 |
0.6714 |
0.6680 |
|
| R1 |
0.6692 |
0.6692 |
0.6675 |
0.6703 |
| PP |
0.6663 |
0.6663 |
0.6663 |
0.6669 |
| S1 |
0.6641 |
0.6641 |
0.6666 |
0.6652 |
| S2 |
0.6612 |
0.6612 |
0.6661 |
|
| S3 |
0.6561 |
0.6590 |
0.6656 |
|
| S4 |
0.6510 |
0.6539 |
0.6642 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6993 |
0.6921 |
0.6693 |
|
| R3 |
0.6885 |
0.6813 |
0.6663 |
|
| R2 |
0.6777 |
0.6777 |
0.6653 |
|
| R1 |
0.6705 |
0.6705 |
0.6643 |
0.6687 |
| PP |
0.6669 |
0.6669 |
0.6669 |
0.6660 |
| S1 |
0.6597 |
0.6597 |
0.6624 |
0.6579 |
| S2 |
0.6561 |
0.6561 |
0.6614 |
|
| S3 |
0.6453 |
0.6489 |
0.6604 |
|
| S4 |
0.6345 |
0.6381 |
0.6574 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6699 |
0.6611 |
0.0088 |
1.3% |
0.0049 |
0.7% |
68% |
False |
False |
182,790 |
| 10 |
0.6748 |
0.6611 |
0.0137 |
2.1% |
0.0043 |
0.6% |
43% |
False |
False |
163,832 |
| 20 |
0.6774 |
0.6611 |
0.0163 |
2.4% |
0.0044 |
0.7% |
37% |
False |
False |
177,673 |
| 40 |
0.6874 |
0.6611 |
0.0263 |
3.9% |
0.0042 |
0.6% |
23% |
False |
False |
164,805 |
| 60 |
0.7042 |
0.6611 |
0.0431 |
6.5% |
0.0043 |
0.6% |
14% |
False |
False |
131,375 |
| 80 |
0.7410 |
0.6611 |
0.0799 |
12.0% |
0.0049 |
0.7% |
7% |
False |
False |
98,688 |
| 100 |
0.7465 |
0.6611 |
0.0854 |
12.8% |
0.0050 |
0.8% |
7% |
False |
False |
78,986 |
| 120 |
0.7465 |
0.6611 |
0.0854 |
12.8% |
0.0049 |
0.7% |
7% |
False |
False |
65,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6902 |
|
2.618 |
0.6819 |
|
1.618 |
0.6768 |
|
1.000 |
0.6736 |
|
0.618 |
0.6717 |
|
HIGH |
0.6685 |
|
0.618 |
0.6666 |
|
0.500 |
0.6660 |
|
0.382 |
0.6653 |
|
LOW |
0.6634 |
|
0.618 |
0.6602 |
|
1.000 |
0.6583 |
|
1.618 |
0.6551 |
|
2.618 |
0.6500 |
|
4.250 |
0.6417 |
|
|
| Fisher Pivots for day following 16-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6667 |
0.6665 |
| PP |
0.6663 |
0.6660 |
| S1 |
0.6660 |
0.6655 |
|